Yes, you can use stash for that. In most cases you can use its pip command to install a module from PyPI automatically. If that doesn't work or the module is not on PyPI, you can download it manually with wget, unpack it with tar or unzip, and move the correct folder to site-packages by hand.

That is a module from the Python 3 standard library. Pythonista currently uses Python 2, where you'd use urllib2. If you're trying to run a script that imports urllib.request, then it's written for Python 3 and can't run on the current Pythonista. (A Python 3 version of Pythonista is currently in beta, though as far as I know it won't be released for a while.)